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Estimating stable fixed points and Langevin potentials for financial dynamics

Tobias Wand1, Timo Wiedemann2, Jan Harren2

  • 1Institut für Theoretische Physik, Universität Münster, Wilhelm-Klemm-Str. 9, 48149 Münster, Germany and Center for Nonlinear Science, Universität Münster, Corrensstr. 2, 48149 Münster, Germany.

Physical Review. E
|March 16, 2024
PubMed

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